+31.0%
GOOG vs IRE
-84.0%
+115.0%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.8% | +4.7% | -1.9% |
| 7D | -1.6% | +29.0% | -30.6% | -2.4% |
| 30D | -7.7% | +24.2% | -31.9% | -8.7% |
| 3M | -9.3% | -53.2% | +43.9% | -8.1% |
| 6M | +7.4% | -36.0% | +43.5% | +5.0% |
| YTD | +4.9% | -51.0% | +55.9% | +0.7% |
| All | +31.0% | -84.0% | +115.0% | +29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded IRE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling